+315.3%
TSEM vs BIYA
-99.9%
+415.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +3.4% | +4.2% | +7.7% |
| 7D | +6.8% | +2.5% | +4.2% | +6.8% |
| 30D | -26.6% | -22.3% | -4.3% | -26.8% |
| 3M | -36.3% | -54.8% | +18.5% | -36.5% |
| 6M | -30.6% | -86.5% | +55.9% | -31.0% |
| YTD | +35.3% | -96.8% | +132.1% | +39.4% |
| 1Y | +59.2% | -98.6% | +157.8% | +68.0% |
| All | +315.3% | -99.9% | +415.2% | +371.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BIYA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling